Portfolio Optimization using Single Index Model
نویسندگان
چکیده
The study here focuses on portfolio construction of mid cap companies, its optimization and throws up some important topics for further research. Issues discussed include the key inputs necessary to perform optimization, Markowitz Model, Single Index Model methods evaluation overvaluation undervaluation securities.
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ژورنال
عنوان ژورنال: Management Dynamics
سال: 2022
ISSN: ['2091-0460']
DOI: https://doi.org/10.57198/2583-4932.1208